+43.5%
KDP vs NXT
+10.5%
+33.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +11.1% | -5.2% | +6.0% |
| 7D | +5.3% | +30.0% | -24.7% | +5.6% |
| 30D | +19.1% | +28.6% | -9.5% | +19.4% |
| 3M | +19.2% | +8.4% | +10.8% | +19.2% |
| 6M | +29.3% | -8.7% | +38.0% | +28.5% |
| YTD | +35.5% | +22.5% | +13.0% | +34.4% |
| 1Y | +43.5% | +6.9% | +36.6% | +42.9% |
| All | +43.5% | +10.5% | +33.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling